Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47584.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46190.02 Kr¶

PnL: ---------------------------------------> -698.55 Kr¶

DD now: ---------------------------------> -2.149 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:43:20.376743'

Anic Portfolio¶

Today¶

Return: -0.831 %¶

This Week¶

Return: -0.684 %¶

Total¶

Return: 55.781 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.480000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 -1.400000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.390000 391.500000 36.500000 10.280000 355.000000
MedCap 2 -1.720000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Resurs Holding 22 0.580000 607.200000 33.200000 5.780000 573.999998
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
SAAB B 8 -0.310000 3392.800000 15.800000 0.470000 3377.000000
Securitas B 6 0.850000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Swedbank A 3 1.350000 576.150000 12.150000 2.150000 564.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.680000 250.560000 4.560000 1.850000 246.000000
Handelsbanken A 5 -0.180000 545.000000 -1.000000 -0.180000 546.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
Nordea Bank Abp 29 0.030000 3445.200000 -8.800000 -0.250000 3453.999992
CTEK 13 -2.690000 522.210000 -11.790000 -2.210000 533.999999
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.170000 556.600000 -17.400000 -3.030000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -2.700000 559.500000 -35.070000 -5.900000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.550000 548.570000 -64.430000 -10.510000 612.999432
Axfood 13 -1.460000 3607.500000 -148.500000 -3.950000 3756.000001
OX2 18 -1.060000 1424.700000 -239.300000 -14.380000 1663.999992
Fasadgruppen Group 35 1.300000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 -3.210000 2818.400000 -543.600000 -16.170000 3361.999992
TOTAL 46190.020000 -698.550000 -2.1487% 46888.564618

Updated:¶

'2023-01-24 15:43:32.846925'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶